To create a new stylesheet, use a plain text editor, such as Notepad or similar. Enter your required CSS into the editor, then save it as my-gce-styles.css or something like that.

Then, upload the file to your server (perhaps using your hosting control panel, or an FTP client). If you place the file in your web root folder (probably called public_html or www), then the URL to the file will be as follows:

http://your-site.com/my-gce-styles.css

This is the URL that you would enter in the "Custom stylesheet URL" field in the plugin options. If you place the file somewhere other than the web root, you'll need to adjust the URL accordingly.

As I didn't know hoe to get the css file, I have copied the original plugin stylesheet inside:plugins > google-calendar-events > css > gce-style.css
Then, I have renamed it and I've gone up to public_html.

Then I entered the URL of the file into "Custom stylesheet URL", and I've been testing with changing colors, etc. in the stylesheet that I copied.